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Determinant Maximization with Linear Matrix Inequality Constraints
Determinant Maximization Linear Matrix Inequality Constraints
2015/7/10
The problem of maximizing the determinant of a matrix subject to linear matrix inequalities arises in many fields, including computational geometry, statistics, system identification, experiment desig...
SOLVING REGULARIZED LINEAR PROGRAMS USING BARRIER METHODS AND KKT SYSTEMS
barrier methods interior methods linear programming
2015/7/3
We discuss the solution of regularized linear programs using a primal-dual barrier
method. Our implementation is based on indeˉnite Cholesky-type factorizations of full and reduced
KKT systems. Regu...
SOLUTION OF SPARSE LINEAR EQUATIONS USING CHOLESKY FACTORS OF AUGMENTED SYSTEMS
sparse linear equations direct methods unsymmetric matrices
2015/7/3
Cholesky factorizations have reached a high peak of e±ciency for solving sparse
symmetric systems, largely because their Analyze and Factor phases do not con°ict. We explore the
possibility of using...
Stable and efficient updates to the basis matrix factors are vital to the simplex
method. The "best" updating method depends on the machine in use and how the update is implemented. For example, the ...
LEAST SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
DISCRETE LINEAR DYNAMIC SYSTEMS ORTHOGONAL TRANSFORMATIONS
2015/7/3
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic
system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3]
showed that th...